You can send Private Messages (PM) in game and lobby by typping /pm followed by the player’s nickname, followed by the message to send.You can send Team Messages (only in battle) by typping /team followed by the message to send.You can send Clan Messages in game and lobby by typping /clan followed by the message to send (This just works if you have a clan).

You can easily scroll through this options by pressing tab while the send message field is active (Works both in lobby and in battle).

Once you received a PM simply press enter and type the reply message you wanna send.